+426.1%
PLD vs ALM
+7,705.7%
-7,279.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -2.4% | -2.6% | +0.2% | -2.4% |
| 30D | -2.4% | +32.0% | -34.4% | -2.5% |
| 3M | -3.8% | -15.0% | +11.2% | -3.8% |
| 6M | 0.0% | -10.1% | +10.1% | 0.0% |
| YTD | +9.2% | +99.4% | -90.2% | +9.0% |
| 1Y | +25.9% | +316.4% | -290.4% | +25.4% |
| 3Y | +21.3% | +2,022.0% | -2,000.7% | +20.2% |
| 5Y | +14.1% | +941.2% | -927.1% | +13.1% |
| 10Y | +237.9% | +2,950.3% | -2,712.5% | +234.2% |
| All | +426.1% | +7,705.7% | -7,279.6% | +418.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling